The Coleoptera (beetles) exhibits tremendous morphological, ecological, and behavioral diversity. To better understand the phylogenetics and evolution of beetles, we sequenced three complete mitogenomes from two families (Cleridae and Meloidae), which share conserved mitogenomic features with other completely sequenced beetles. We assessed the influence of six datasets and three inference methods on topology and nodal support within the Coleoptera. We found that both Bayesian inference and maximum likelihood with homogeneous-site models were greatly affected by nucleotide compositional heterogeneity, while the heterogeneous-site mixture model in PhyloBayes could provide better phylogenetic signals for the Coleoptera. The amino acid dataset generated more reliable tree topology at the higher taxonomic levels (i.e. suborders and series), where the inclusion of rRNA genes and the third positions of protein-coding genes improved phylogenetic inference at the superfamily level, especially under a heterogeneous-site model. We recovered the suborder relationships as (Archostemata + Adephaga) + (Myxophaga + Polyphaga). The series relationships within Polyphaga were recovered as (Scirtiformia + (Elateriformia + ((Bostrichiformia + Scarabaeiformia + Staphyliniformia) + Cucujiformia))). All superfamilies within Cucujiformia were recovered as monophyletic. We obtained a cucujiform phylogeny of (Cleroidea + (Coccinelloidea + ((Lymexyloidea + Tenebrionoidea) + (Cucujoidea +(Chrysomeloidea + Curculionoidea))))). This study showed that although tree topologies were sensitive to data types and inference methods, mitogenomic data could provide useful information for resolving the Coleoptera phylogeny at various taxonomic levels by using suitable datasets and heterogeneous-site models.